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Charges as equilibrium prices and asset bubbles

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  • Gilles, Christian

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  • Gilles, Christian, 1989. "Charges as equilibrium prices and asset bubbles," Journal of Mathematical Economics, Elsevier, vol. 18(2), pages 155-167, April.
    • Handle: RePEc:eee:mateco:v:18:y:1989:i:2:p:155-167
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    Cited by:

    1. Jean-Pierre Drugeon & Thai Ha-Huy, 2023. "An $\alpha$-MaxMin Utility Representation for Close and Distant Future Preferences with Temporal Biases," Working Papers hal-04010969, HAL.
    2. Bastianello, Lorenzo, 2017. "A topological approach to delay aversion," Journal of Mathematical Economics, Elsevier, vol. 73(C), pages 1-12.
    3. Gilles, Christian & LeRoy, Stephen F., 1998. "Arbitrage, martingales and bubbles," Economics Letters, Elsevier, vol. 60(3), pages 357-362, September.
    4. Paulo k. Monteiro & Jaime Orrillo & Rudy Rosas, 2019. "Hyperopic Topologies Once Again," Economics Bulletin, AccessEcon, vol. 39(4), pages 2706-2710.
    5. Jean-Pierre Drugeon & Thai Ha Huy, 2022. "A not so myopic axiomatization of discounting," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 73(1), pages 349-376, February.
    6. Charalambos Aliprantis & Kim Border & Owen Burkinshaw, 1996. "Market economies with many commodities," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 19(1), pages 113-185, March.
    7. Burke, Jonathan L., 2000. "General Equilibrium When Economic Growth Exceeds Discounting," Journal of Economic Theory, Elsevier, vol. 94(2), pages 141-162, October.
    8. Burke, Jonathan L., 1996. "Robust asset prices with bubbles," Economics Letters, Elsevier, vol. 50(3), pages 349-354, March.
    9. Drugeon, Jean-Pierre & Ha-Huy, Thai, 2021. "On Multiple Discount Rates with Recursive Time-Dependent Orders," MPRA Paper 111308, University Library of Munich, Germany.
    10. Jean-Pierre Drugeon & Thai Ha-Hui, 2023. "An a-MaxMin Utility Representation for Close and Distant Future Preferences with Temporal Biases," Documents de recherche 23-08, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
    11. Stephen F. LeRoy, 2012. "Infinite Portfolio Strategies," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 6(4), December.
    12. Kountzakis, C. & Polyrakis, I.A., 2013. "Coherent risk measures in general economic models and price bubbles," Journal of Mathematical Economics, Elsevier, vol. 49(3), pages 201-209.

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